-5.3%
FSLY vs ULTA
+58.2%
-63.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +7.0% | +6.1% |
| 7D | +11.2% | -1.8% | +13.0% | +11.7% |
| 30D | -18.2% | -1.2% | -16.9% | -18.3% |
| 3M | +21.9% | +13.4% | +8.5% | +15.5% |
| 6M | +4.0% | -15.6% | +19.7% | +8.7% |
| YTD | +123.1% | -10.4% | +133.5% | +125.9% |
| 1Y | +196.9% | +5.5% | +191.4% | +180.1% |
| 3Y | -1.3% | +31.0% | -32.2% | -15.6% |
| 5Y | -50.2% | +41.8% | -92.0% | -57.8% |
| All | -5.3% | +58.2% | -63.5% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ULTA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling